LUSID C# SDK
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Lusid.Sdk.Model.FlowConventions Class Reference

A flow convention defines the specification for generation of the date schedule for a leg or set of cashflows. It determines the tenor of these and, how to map the unadjusted set of dates to dates which are 'good business days'. For example, if an unadjusted date falls on a Saturday or a bank holiday, should it be rolled forward or backward to obtain the adjusted date. For more information, see https://support.lusid.com/knowledgebase/article/KA-02055/ More...

Inheritance diagram for Lusid.Sdk.Model.FlowConventions:
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Public Member Functions

 FlowConventions (string currency=default(string), string paymentFrequency=default(string), string dayCountConvention=default(string), string rollConvention=default(string), List< string > paymentCalendars=default(List< string >), List< string > resetCalendars=default(List< string >), int settleDays=default(int), int resetDays=default(int), bool? leapDaysIncluded=default(bool?), string accrualDateAdjustment=default(string), string businessDayConvention=default(string), string accrualDayCountConvention=default(string), string scope=default(string), string code=default(string))
 Initializes a new instance of the FlowConventions class. More...
 
override string ToString ()
 Returns the string presentation of the object More...
 
virtual string ToJson ()
 Returns the JSON string presentation of the object More...
 
override bool Equals (object input)
 Returns true if objects are equal More...
 
bool Equals (FlowConventions input)
 Returns true if FlowConventions instances are equal More...
 
override int GetHashCode ()
 Gets the hash code More...
 

Protected Member Functions

 FlowConventions ()
 Initializes a new instance of the FlowConventions class. More...
 

Properties

string Currency [get, set]
 Currency of the flow convention. More...
 
string PaymentFrequency [get, set]
 When generating a multiperiod flow, or when the maturity of the flow is not given but the start date is, the tenor is the time-step from the anchor-date to the nominal maturity of the flow prior to any adjustment. For more information on tenors, see knowledge base article KA-02097 More...
 
string DayCountConvention [get, set]
 when calculating the fraction of a year between two dates, what convention is used to represent the number of days in a year and difference between them. For more information on day counts, see knowledge base article KA-01798 Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365, ActActAFB, Act365Cad, ThirtyActIsda, Thirty365Isda, ThirtyEActIsda, ThirtyE360Isda, ThirtyE365Isda, ThirtyU360EOM]. More...
 
string RollConvention [get, set]
 For backward compatibility, this can either specify a business day convention or a roll convention. If the business day convention is provided using the BusinessDayConvention property, this must be a valid roll convention. When used as a roll convention: The conventions specifying the rule used to generate dates in a schedule. Supported string (enumeration) values are: [None, EndOfMonth, IMM, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, FirstMonday, FirstWednesday, FirstThursday, ThirdWednesday]. When in backward compatible mode: Supported string (enumeration) values are: [NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing]. More...
 
List< string > PaymentCalendars [get, set]
 An array of strings denoting holiday calendars that apply to generation of payment schedules. More...
 
List< string > ResetCalendars [get, set]
 An array of strings denoting holiday calendars that apply to generation of reset schedules. More...
 
int SettleDays [get, set]
 DEPRECATED Number of Good Business Days between the trade date and the effective or settlement date of the instrument. This field is now deprecated and not picked up in schedule generation or adjustment to bond accrual start date. Defaulted to 0 if not set. More...
 
int ResetDays [get, set]
 The number of Good Business Days between determination and payment of reset. Defaulted to 0 if not set. More...
 
bool? LeapDaysIncluded [get, set]
 If this flag is set to true, the 29th of February is included in the date schedule when the business roll convention is applied. If this flag is set to false, the business roll convention ignores February 29 for date schedules, cash flow payments etc. This flag defaults to true if not specified, i.e., leap days are included in a date schedule generation. More...
 
string AccrualDateAdjustment [get, set]
 Indicates if the accrual dates are adjusted to the payment dates. The default value is &#39;Adjusted&#39;. Supported string (enumeration) values are: [Adjusted, Unadjusted]. More...
 
string BusinessDayConvention [get, set]
 When generating a set of dates, what convention should be used for adjusting dates that coincide with a non-business day. Supported string (enumeration) values are: [NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest]. More...
 
string AccrualDayCountConvention [get, set]
 Optional, if not set the main DayCountConvention is used for all accrual calculations. This only needs to be set when accrual uses a different day count to the coupon calculation. More...
 
string Scope [get, set]
 The scope used when updating or inserting the convention. More...
 
string Code [get, set]
 The code of the convention. More...
 

Detailed Description

A flow convention defines the specification for generation of the date schedule for a leg or set of cashflows. It determines the tenor of these and, how to map the unadjusted set of dates to dates which are &#39;good business days&#39;. For example, if an unadjusted date falls on a Saturday or a bank holiday, should it be rolled forward or backward to obtain the adjusted date. For more information, see https://support.lusid.com/knowledgebase/article/KA-02055/

Constructor & Destructor Documentation

◆ FlowConventions() [1/2]

Lusid.Sdk.Model.FlowConventions.FlowConventions ( )
inlineprotected

Initializes a new instance of the FlowConventions class.

◆ FlowConventions() [2/2]

Lusid.Sdk.Model.FlowConventions.FlowConventions ( string  currency = default(string),
string  paymentFrequency = default(string),
string  dayCountConvention = default(string),
string  rollConvention = default(string),
List< string >  paymentCalendars = default(List<string>),
List< string >  resetCalendars = default(List<string>),
int  settleDays = default(int),
int  resetDays = default(int),
bool?  leapDaysIncluded = default(bool?),
string  accrualDateAdjustment = default(string),
string  businessDayConvention = default(string),
string  accrualDayCountConvention = default(string),
string  scope = default(string),
string  code = default(string) 
)
inline

Initializes a new instance of the FlowConventions class.

Parameters
currencyCurrency of the flow convention. (required).
paymentFrequencyWhen generating a multiperiod flow, or when the maturity of the flow is not given but the start date is, the tenor is the time-step from the anchor-date to the nominal maturity of the flow prior to any adjustment. For more information on tenors, see knowledge base article KA-02097 (required).
dayCountConventionwhen calculating the fraction of a year between two dates, what convention is used to represent the number of days in a year and difference between them. For more information on day counts, see knowledge base article KA-01798 Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365, ActActAFB, Act365Cad, ThirtyActIsda, Thirty365Isda, ThirtyEActIsda, ThirtyE360Isda, ThirtyE365Isda, ThirtyU360EOM]. (required).
rollConventionFor backward compatibility, this can either specify a business day convention or a roll convention. If the business day convention is provided using the BusinessDayConvention property, this must be a valid roll convention. When used as a roll convention: The conventions specifying the rule used to generate dates in a schedule. Supported string (enumeration) values are: [None, EndOfMonth, IMM, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, FirstMonday, FirstWednesday, FirstThursday, ThirdWednesday]. When in backward compatible mode: Supported string (enumeration) values are: [NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing]. (required).
paymentCalendarsAn array of strings denoting holiday calendars that apply to generation of payment schedules. (required).
resetCalendarsAn array of strings denoting holiday calendars that apply to generation of reset schedules. (required).
settleDaysDEPRECATED Number of Good Business Days between the trade date and the effective or settlement date of the instrument. This field is now deprecated and not picked up in schedule generation or adjustment to bond accrual start date. Defaulted to 0 if not set..
resetDaysThe number of Good Business Days between determination and payment of reset. Defaulted to 0 if not set..
leapDaysIncludedIf this flag is set to true, the 29th of February is included in the date schedule when the business roll convention is applied. If this flag is set to false, the business roll convention ignores February 29 for date schedules, cash flow payments etc. This flag defaults to true if not specified, i.e., leap days are included in a date schedule generation..
accrualDateAdjustmentIndicates if the accrual dates are adjusted to the payment dates. The default value is &#39;Adjusted&#39;. Supported string (enumeration) values are: [Adjusted, Unadjusted]..
businessDayConventionWhen generating a set of dates, what convention should be used for adjusting dates that coincide with a non-business day. Supported string (enumeration) values are: [NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest]..
accrualDayCountConventionOptional, if not set the main DayCountConvention is used for all accrual calculations. This only needs to be set when accrual uses a different day count to the coupon calculation..
scopeThe scope used when updating or inserting the convention..
codeThe code of the convention..

Member Function Documentation

◆ Equals() [1/2]

bool Lusid.Sdk.Model.FlowConventions.Equals ( FlowConventions  input)
inline

Returns true if FlowConventions instances are equal

Parameters
inputInstance of FlowConventions to be compared
Returns
Boolean

◆ Equals() [2/2]

override bool Lusid.Sdk.Model.FlowConventions.Equals ( object  input)
inline

Returns true if objects are equal

Parameters
inputObject to be compared
Returns
Boolean

◆ GetHashCode()

override int Lusid.Sdk.Model.FlowConventions.GetHashCode ( )
inline

Gets the hash code

Returns
Hash code

◆ ToJson()

virtual string Lusid.Sdk.Model.FlowConventions.ToJson ( )
inlinevirtual

Returns the JSON string presentation of the object

Returns
JSON string presentation of the object

◆ ToString()

override string Lusid.Sdk.Model.FlowConventions.ToString ( )
inline

Returns the string presentation of the object

Returns
String presentation of the object

Property Documentation

◆ AccrualDateAdjustment

string Lusid.Sdk.Model.FlowConventions.AccrualDateAdjustment
getset

Indicates if the accrual dates are adjusted to the payment dates. The default value is &#39;Adjusted&#39;. Supported string (enumeration) values are: [Adjusted, Unadjusted].

Indicates if the accrual dates are adjusted to the payment dates. The default value is &#39;Adjusted&#39;. Supported string (enumeration) values are: [Adjusted, Unadjusted].

◆ AccrualDayCountConvention

string Lusid.Sdk.Model.FlowConventions.AccrualDayCountConvention
getset

Optional, if not set the main DayCountConvention is used for all accrual calculations. This only needs to be set when accrual uses a different day count to the coupon calculation.

Optional, if not set the main DayCountConvention is used for all accrual calculations. This only needs to be set when accrual uses a different day count to the coupon calculation.

◆ BusinessDayConvention

string Lusid.Sdk.Model.FlowConventions.BusinessDayConvention
getset

When generating a set of dates, what convention should be used for adjusting dates that coincide with a non-business day. Supported string (enumeration) values are: [NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest].

When generating a set of dates, what convention should be used for adjusting dates that coincide with a non-business day. Supported string (enumeration) values are: [NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest].

◆ Code

string Lusid.Sdk.Model.FlowConventions.Code
getset

The code of the convention.

The code of the convention.

◆ Currency

string Lusid.Sdk.Model.FlowConventions.Currency
getset

Currency of the flow convention.

Currency of the flow convention.

◆ DayCountConvention

string Lusid.Sdk.Model.FlowConventions.DayCountConvention
getset

when calculating the fraction of a year between two dates, what convention is used to represent the number of days in a year and difference between them. For more information on day counts, see knowledge base article KA-01798 Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365, ActActAFB, Act365Cad, ThirtyActIsda, Thirty365Isda, ThirtyEActIsda, ThirtyE360Isda, ThirtyE365Isda, ThirtyU360EOM].

when calculating the fraction of a year between two dates, what convention is used to represent the number of days in a year and difference between them. For more information on day counts, see knowledge base article KA-01798 Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365, ActActAFB, Act365Cad, ThirtyActIsda, Thirty365Isda, ThirtyEActIsda, ThirtyE360Isda, ThirtyE365Isda, ThirtyU360EOM].

◆ LeapDaysIncluded

bool? Lusid.Sdk.Model.FlowConventions.LeapDaysIncluded
getset

If this flag is set to true, the 29th of February is included in the date schedule when the business roll convention is applied. If this flag is set to false, the business roll convention ignores February 29 for date schedules, cash flow payments etc. This flag defaults to true if not specified, i.e., leap days are included in a date schedule generation.

If this flag is set to true, the 29th of February is included in the date schedule when the business roll convention is applied. If this flag is set to false, the business roll convention ignores February 29 for date schedules, cash flow payments etc. This flag defaults to true if not specified, i.e., leap days are included in a date schedule generation.

◆ PaymentCalendars

List<string> Lusid.Sdk.Model.FlowConventions.PaymentCalendars
getset

An array of strings denoting holiday calendars that apply to generation of payment schedules.

An array of strings denoting holiday calendars that apply to generation of payment schedules.

◆ PaymentFrequency

string Lusid.Sdk.Model.FlowConventions.PaymentFrequency
getset

When generating a multiperiod flow, or when the maturity of the flow is not given but the start date is, the tenor is the time-step from the anchor-date to the nominal maturity of the flow prior to any adjustment. For more information on tenors, see knowledge base article KA-02097

When generating a multiperiod flow, or when the maturity of the flow is not given but the start date is, the tenor is the time-step from the anchor-date to the nominal maturity of the flow prior to any adjustment. For more information on tenors, see knowledge base article KA-02097

◆ ResetCalendars

List<string> Lusid.Sdk.Model.FlowConventions.ResetCalendars
getset

An array of strings denoting holiday calendars that apply to generation of reset schedules.

An array of strings denoting holiday calendars that apply to generation of reset schedules.

◆ ResetDays

int Lusid.Sdk.Model.FlowConventions.ResetDays
getset

The number of Good Business Days between determination and payment of reset. Defaulted to 0 if not set.

The number of Good Business Days between determination and payment of reset. Defaulted to 0 if not set.

◆ RollConvention

string Lusid.Sdk.Model.FlowConventions.RollConvention
getset

For backward compatibility, this can either specify a business day convention or a roll convention. If the business day convention is provided using the BusinessDayConvention property, this must be a valid roll convention. When used as a roll convention: The conventions specifying the rule used to generate dates in a schedule. Supported string (enumeration) values are: [None, EndOfMonth, IMM, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, FirstMonday, FirstWednesday, FirstThursday, ThirdWednesday]. When in backward compatible mode: Supported string (enumeration) values are: [NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing].

For backward compatibility, this can either specify a business day convention or a roll convention. If the business day convention is provided using the BusinessDayConvention property, this must be a valid roll convention. When used as a roll convention: The conventions specifying the rule used to generate dates in a schedule. Supported string (enumeration) values are: [None, EndOfMonth, IMM, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, FirstMonday, FirstWednesday, FirstThursday, ThirdWednesday]. When in backward compatible mode: Supported string (enumeration) values are: [NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing].

◆ Scope

string Lusid.Sdk.Model.FlowConventions.Scope
getset

The scope used when updating or inserting the convention.

The scope used when updating or inserting the convention.

◆ SettleDays

int Lusid.Sdk.Model.FlowConventions.SettleDays
getset

DEPRECATED Number of Good Business Days between the trade date and the effective or settlement date of the instrument. This field is now deprecated and not picked up in schedule generation or adjustment to bond accrual start date. Defaulted to 0 if not set.

DEPRECATED Number of Good Business Days between the trade date and the effective or settlement date of the instrument. This field is now deprecated and not picked up in schedule generation or adjustment to bond accrual start date. Defaulted to 0 if not set.


The documentation for this class was generated from the following file: